Systemic liquidity contagion in the European interbank market
Title | Systemic liquidity contagion in the European interbank market |
Publication Type | Journal Article |
Year of Publication | 2021 |
Authors | Macchiati, V, Brandi, G, Di Matteo, T, Paolotti, D, Caldarelli, G, Cimini, G |
Journal | Journal of Economic Interaction and Coordination |
Keywords | Epidemic model, European Interbank market, Financial contagion, Liquidity shocks |
DOI | 10.1007/s11403-021-00338-1 |
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